#snapshot #market-data #candle #orderbook

yanked cxmr-snapshots

Snapshots library

0.0.7 Jan 5, 2020
0.0.6 Jan 5, 2020
0.0.5 Jan 5, 2020
0.0.2 Jan 5, 2020
0.0.1 Jan 1, 2020

#21 in #orderbook

Download history 2/week @ 2024-07-01 166/week @ 2024-07-29

168 downloads per month
Used in 3 crates

GPL-3.0 license

17KB
416 lines

Squashing of historical market data creates candle data with orderbook snapshot. It can be easily rebinned to create lower resolution DUFUS tests for algorithms.

Dependencies

~4.5–7MB
~124K SLoC